年間 6 号発行
ISSN 印刷: 2152-5080
ISSN オンライン: 2152-5099
Indexed in
SURROGATE MODELING OF STOCHASTIC FUNCTIONS−APPLICATION TO COMPUTATIONAL ELECTROMAGNETIC DOSIMETRY
要約
This paper is dedicated to the surrogate modeling of a particular type of computational model called stochastic simulators, which inherently contain some source of randomness. In this particular case the output of the simulator in a given point is a probability density function. In this paper, the stochastic simulator is represented as a stochastic process and the surrogate model is built using the Karhunen-Loeve expansion. In a first approach, the stochastic process covariance was surrogated using polynomial chaos expansion; meanwhile in a second approach the eigenvectors were interpolated. The performance of the method is illustrated on a toy example and then on an electromagnetic dosimetry example. We then provide metrics to measure the accuracy of the surrogate.
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